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Asymptotic properties in partial linear models under dependence

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  • Germán Aneiros

  • Alejandro Quintela

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  • Germán Aneiros & Alejandro Quintela, 2001. "Asymptotic properties in partial linear models under dependence," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 333-355, December.
    • Handle: RePEc:spr:testjl:v:10:y:2001:i:2:p:333-355
    DOI: 10.1007/BF02595701
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    References listed on IDEAS

    as
    1. Mokkadem, Abdelkader, 1988. "Mixing properties of ARMA processes," Stochastic Processes and their Applications, Elsevier, vol. 29(2), pages 309-315, September.
    2. Schick, Anton, 1996. "Efficient estimation in a semiparametric additive regression model with autoregressive errors," Stochastic Processes and their Applications, Elsevier, vol. 61(2), pages 339-361, February.
    3. Rice, John, 1986. "Convergence rates for partially splined models," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 203-208, June.
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    Cited by:

    1. Xuejun Wang & Xin Deng & Shuhe Hu, 2018. "On consistency of the weighted least squares estimators in a semiparametric regression model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(7), pages 797-820, October.
    2. Dabo-Niang, Sophie & Guillas, Serge, 2010. "Functional semiparametric partially linear model with autoregressive errors," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 307-315, February.
    3. Aneiros-Perez, G. & Vilar-Fernandez, J.M., 2008. "Local polynomial estimation in partial linear regression models under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2757-2777, January.
    4. repec:wvu:wpaper:10-11 is not listed on IDEAS
    5. Zhou, Xing-cai & Lin, Jin-guan, 2013. "Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 251-270.

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